Neural networks in the capital markets

摘要: PART ONE: NEURAL NETWORKS: Introduction Design Considerations Methods for Optimal Network Data Modelling Testing Strategies and Metrics TWO: EQUITY APPLICATIONS: Stock Returns in the Framework of APT: A Comparative Study with Regression Models Efficient Markets Hypothesis Gradient Descent Algorithms Neural Networks as an Alternative Market Model THREE: FOREIGN EXCHANGE The Foreign Exchange Nonlinear US$/DM Rate Managing Trading Financial Applications Learning from Hints Machine Indicator Selection FOUR: BOND Criteria Performance Gilt Futures Pricing Bond Rating FIVE: MACRO-ECONOMIC FORECASTING Bankruptcy Prediction: a Comparison Discriminant Analysis Predicting Corporate Mergers Using Backpropagation Self-Organizing Networks: State Spanish Companies.